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NFG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NFG and VOO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

NFG vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Fuel Gas Company (NFG) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
105.58%
602.93%
NFG
VOO

Key characteristics

Sharpe Ratio

NFG:

1.21

VOO:

2.25

Sortino Ratio

NFG:

1.85

VOO:

2.98

Omega Ratio

NFG:

1.23

VOO:

1.42

Calmar Ratio

NFG:

0.69

VOO:

3.31

Martin Ratio

NFG:

7.61

VOO:

14.77

Ulcer Index

NFG:

3.24%

VOO:

1.90%

Daily Std Dev

NFG:

20.32%

VOO:

12.46%

Max Drawdown

NFG:

-70.97%

VOO:

-33.99%

Current Drawdown

NFG:

-13.34%

VOO:

-2.47%

Returns By Period

In the year-to-date period, NFG achieves a 22.79% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, NFG has underperformed VOO with an annualized return of 1.82%, while VOO has yielded a comparatively higher 13.08% annualized return.


NFG

YTD

22.79%

1M

-2.82%

6M

11.69%

1Y

23.37%

5Y*

8.70%

10Y*

1.82%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

NFG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Fuel Gas Company (NFG) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for NFG, currently valued at 1.21, compared to the broader market-4.00-2.000.002.001.212.25
The chart of Sortino ratio for NFG, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.852.98
The chart of Omega ratio for NFG, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.42
The chart of Calmar ratio for NFG, currently valued at 0.69, compared to the broader market0.002.004.006.000.693.31
The chart of Martin ratio for NFG, currently valued at 7.61, compared to the broader market-5.000.005.0010.0015.0020.0025.007.6114.77
NFG
VOO

The current NFG Sharpe Ratio is 1.21, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of NFG and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.21
2.25
NFG
VOO

Dividends

NFG vs. VOO - Dividend Comparison

NFG's dividend yield for the trailing twelve months is around 3.37%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
NFG
National Fuel Gas Company
3.37%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%2.09%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

NFG vs. VOO - Drawdown Comparison

The maximum NFG drawdown since its inception was -70.97%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NFG and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.34%
-2.47%
NFG
VOO

Volatility

NFG vs. VOO - Volatility Comparison

National Fuel Gas Company (NFG) has a higher volatility of 5.74% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that NFG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.74%
3.75%
NFG
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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